scientific article; zbMATH DE number 903862

zbMATH Open0848.90004MaRDI QIDQ4885501FDOQ4885501

Authors: B. Gamrowski, Svetlozar T. Rachev 

Publication date: 15 July 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

arbitrage pricing theorycapital asset pricing

Mathematics Subject Classification ID

Cited In (15)

• Safety-first analysis and stable Paretian approach to portfolio choice theory
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• A capital asset pricing model under stable Paretian distributions in a pure exchange economy
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• Exact multivariate tests of asset pricing models with stable asymmetric distributions
• Testing the capital asset pricing model with local maximum likelihood methods
• Finite sample properties of test of Epstein-Zin asset pricing model
• Generalized stable models for financial asset returns
• Arbitrage pricing theory and risk-neutral measures
• CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"
• Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
• Chi-squared tests for evaluation and comparison of asset pricing models

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